Transfer model from back testing to forward testing

fulifeng / Temporal_Relational_Stock_Ranking

Code for paper "Temporal Relational Ranking for Stock Prediction"

https://arxiv.org/pdf/1809.09441.pdf

GNU Affero General Public License v3.0

438 stars 164 forks source link

Transfer model from back testing to forward testing #23

Closed callmeJ274 closed 2 years ago

callmeJ274 commented 2 years ago

Sorry if I ask stupid question. I've read from your paper that you validate your method by back-testing on the historical data. I just wonder how can I change the validating method to forward-testing